+81.5%
BSX vs EXR
+149.6%
-68.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | -8.2% | -3.2% | -5.0% | -7.4% |
| 30D | -15.8% | -6.9% | -8.9% | -14.1% |
| 3M | -10.8% | -7.8% | -3.0% | -8.7% |
| 6M | -38.4% | -4.9% | -33.5% | -37.6% |
| YTD | -54.8% | +7.2% | -61.9% | -56.0% |
| 1Y | -59.0% | -1.5% | -57.5% | -59.2% |
| 3Y | -20.0% | +22.3% | -42.3% | -27.5% |
| 5Y | -3.1% | -10.9% | +7.9% | -4.0% |
| All | +81.5% | +149.6% | -68.1% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling